+27.7%
V vs MTSI
+35.9%
-8.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.9% | +1.0% |
| 7D | +0.9% | +10.0% | -9.1% | +1.6% |
| 30D | +9.0% | -20.3% | +29.3% | +7.5% |
| 3M | +16.7% | -24.4% | +41.1% | +15.2% |
| 6M | +33.4% | -39.2% | +72.6% | +30.2% |
| YTD | +22.4% | +35.5% | -13.1% | +22.0% |
| 1Y | +27.7% | +43.0% | -15.4% | +26.7% |
| All | +27.7% | +35.9% | -8.2% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling